-58.8%
BSX vs CAI
-26.7%
-32.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -10.1% | -2.9% | -7.2% | -9.8% |
| 30D | -16.4% | +9.3% | -25.8% | -17.4% |
| 3M | -8.9% | +35.2% | -44.1% | -12.8% |
| 6M | -38.3% | +30.7% | -69.0% | -41.2% |
| YTD | -54.9% | -9.8% | -45.1% | -55.9% |
| 1Y | -58.8% | -28.9% | -30.0% | -59.8% |
| All | -58.8% | -26.7% | -32.1% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling